Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1867432.3934 | 1820226.8681 | 47205.5252 | 2234919.5163 | 935819.105 | 1299100.4112 |
Total P&L (%) | 1867.4324 | 1820.2269 | 47.2055 | 2234.9195 | 935.8191 | 1299.1004 |
Avg Daily Profit (%) | 0.9974 | 0.9722 | 0.0252 | 0.1684 | 0.1249 | 0.141 |
Buy And Hold Return (%) | 481.2765 | 481.2765 | 481.2765 | 481.2765 | 481.2765 | 481.2765 |
Max Trade Drawdown | -85788 | -111277 | -68658 | -3601871 | -3140847 | -853253 |
Profit Factor | 4.547 | 6.4423 | 1.2458 | 1.2056 | 1.114 | 1.4882 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 54.7945 | 52.7778 | 56.7568 | 54.7945 | 52.7778 | 56.7568 |
Ratio Avg Win / Avg Loss | 3.7513 | 5.7642 | 0.9492 | 0.9946 | 0.9967 | 1.1338 |
Largest Winning Trade | 1362619 | 1362619 | 44431 | 3101156 | 3101156 | 764596 |
Largest Losing Trade | -55102 | -46507 | -55102 | -1781571 | -1781571 | -694944 |
Avg Bars in Trades | 72 | 107 | 37 | 72 | 107 | 37 |
Avg Bars in Winners | 88 | 126 | 54 | 88 | 126 | 54 |
Avg Bars in Losers | 52 | 87 | 15 | 52 | 87 | 15 |
Bars Traded | 5281 | 3883 | 1398 | 5281 | 3883 | 1398 |
Profit Streak | 111.7747 | 122.108 | 111.7747 | 111.7747 | 122.108 | 111.7747 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55949 | 732640 | -325437 | -70462 | -128945 | -5070 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5617, "evaluation_days": 1872.33, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1602691200000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759142131340, "expiration_time": 1763985888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 185, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1867432.3933930362, 1820226.8681445357, 47205.5252484996, 2234919.5162654268, 935819.1050166674, 1299100.4112487591 ], [ 1867.432393, 1820.226868, 47.205525, 2234.919516, 935.819105, 1299.100411 ], [ 0.997384, 0.972172, 0.025212, 0.168411, 0.124937, 0.141015 ], [ 481.276503, 481.276503, 481.276503, 481.276503, 481.276503, 481.276503 ], [ -85788, -111277, -68658, -3601871, -3140847, -853253 ], [ 4.547029, 6.442305, 1.245838, 1.205591, 1.113992, 1.488162 ], [ 73, 36, 37, 73, 36, 37 ], [ 40, 19, 21, 40, 19, 21 ], [ 33, 17, 16, 33, 17, 16 ], [ 54.794521, 52.777778, 56.756757, 54.794521, 52.777778, 56.756757 ], [ 3.751299, 5.764168, 0.94921, 0.994612, 0.99673, 1.133837 ], [ 1362619, 1362619, 44431, 3101156, 3101156, 764596 ], [ -55102, -46507, -55102, -1781571, -1781571, -694944 ], [ 72, 107, 37, 72, 107, 37 ], [ 88, 126, 54, 88, 126, 54 ], [ 52, 87, 15, 52, 87, 15 ], [ 5281, 3883, 1398, 5281, 3883, 1398 ], [ 111.774668, 122.108002, 111.774668, 111.774668, 122.108002, 111.774668 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -55949, 732640, -325437, -70462, -128945, -5070 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5617, "evaluation_days": 1872.33, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1602691200000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759142131340, "expiration_time": 1763985888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 185, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|